The frequency of extreme events has changed, having a direct impact on human lives. Regional climate models help us to predict these regional climate changes. This work presents an atmosphere-ocean coupled regional climate system model (RCSM, with the atmospheric component COSMO-CLM and the ocean component NEMO) over the European domain, including three marginal seas: the Mediterranean, the North and the Baltic Seas. To test the model, we evaluate a simulation of more than one hundred years (1900–2009) with a spatial grid resolution of about 25 km. The simulation was nested into a coupled global simulation with the model MPI-ESM, whose ocean temperature and salinity was nudged to an MPI-ESM ocean-ice component forced with the 20th Century Reanalysis (20CR). The evaluation shows the robustness of the RCSM and discusses the added value by the coupled marginal seas over an atmosphere-only simulation. The coupled system runs stable for the complete 20th century and provides a better representation of extreme temperatures compared to the atmosphere-only model. The produced long-term dataset will allow an improved study of extreme events, helping us to better understand the processes leading to meteorological and climate extremes and their prediction.